-9.4%
IWM vs AMAT
-41.3%
+31.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.6% | +9.0% | -2.8% |
| 7D | -4.6% | -24.3% | +19.7% | -1.8% |
| 30D | -3.7% | -39.8% | +36.1% | +0.7% |
| 3M | -9.4% | -40.2% | +30.8% | -4.7% |
| All | -9.4% | -41.3% | +31.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded AMAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling